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ENVA vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENVA and WM is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ENVA vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enova International, Inc. (ENVA) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ENVA:

1.27

WM:

0.61

Sortino Ratio

ENVA:

1.86

WM:

0.93

Omega Ratio

ENVA:

1.24

WM:

1.14

Calmar Ratio

ENVA:

1.95

WM:

1.02

Martin Ratio

ENVA:

5.14

WM:

2.31

Ulcer Index

ENVA:

9.96%

WM:

5.28%

Daily Std Dev

ENVA:

40.06%

WM:

20.02%

Max Drawdown

ENVA:

-81.56%

WM:

-77.85%

Current Drawdown

ENVA:

-18.75%

WM:

-1.72%

Fundamentals

Market Cap

ENVA:

$2.40B

WM:

$93.66B

EPS

ENVA:

$8.48

WM:

$6.64

PE Ratio

ENVA:

11.16

WM:

35.05

PEG Ratio

ENVA:

0.00

WM:

3.05

PS Ratio

ENVA:

1.84

WM:

4.09

PB Ratio

ENVA:

1.95

WM:

10.96

Total Revenue (TTM)

ENVA:

$2.79B

WM:

$22.92B

Gross Profit (TTM)

ENVA:

$1.30B

WM:

$8.49B

EBITDA (TTM)

ENVA:

$140.19M

WM:

$6.60B

Returns By Period

In the year-to-date period, ENVA achieves a -1.28% return, which is significantly lower than WM's 15.77% return. Over the past 10 years, ENVA has underperformed WM with an annualized return of 17.15%, while WM has yielded a comparatively higher 19.16% annualized return.


ENVA

YTD

-1.28%

1M

4.33%

6M

-5.92%

1Y

49.76%

5Y*

50.11%

10Y*

17.15%

WM

YTD

15.77%

1M

2.78%

6M

4.59%

1Y

11.65%

5Y*

20.32%

10Y*

19.16%

*Annualized

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Risk-Adjusted Performance

ENVA vs. WM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENVA
The Risk-Adjusted Performance Rank of ENVA is 8787
Overall Rank
The Sharpe Ratio Rank of ENVA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ENVA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ENVA is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ENVA is 8787
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7373
Overall Rank
The Sharpe Ratio Rank of WM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6464
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENVA vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) and Waste Management, Inc. (WM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ENVA Sharpe Ratio is 1.27, which is higher than the WM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ENVA and WM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ENVA vs. WM - Dividend Comparison

ENVA has not paid dividends to shareholders, while WM's dividend yield for the trailing twelve months is around 1.32%.


TTM20242023202220212020201920182017201620152014
ENVA
Enova International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WM
Waste Management, Inc.
1.32%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

ENVA vs. WM - Drawdown Comparison

The maximum ENVA drawdown since its inception was -81.56%, roughly equal to the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for ENVA and WM. For additional features, visit the drawdowns tool.


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Volatility

ENVA vs. WM - Volatility Comparison

Enova International, Inc. (ENVA) has a higher volatility of 13.80% compared to Waste Management, Inc. (WM) at 3.87%. This indicates that ENVA's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ENVA vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Enova International, Inc. and Waste Management, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
745.54M
6.02B
(ENVA) Total Revenue
(WM) Total Revenue
Values in USD except per share items

ENVA vs. WM - Profitability Comparison

The chart below illustrates the profitability comparison between Enova International, Inc. and Waste Management, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
46.4%
39.4%
(ENVA) Gross Margin
(WM) Gross Margin
ENVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enova International, Inc. reported a gross profit of 345.64M and revenue of 745.54M. Therefore, the gross margin over that period was 46.4%.

WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported a gross profit of 2.37B and revenue of 6.02B. Therefore, the gross margin over that period was 39.4%.

ENVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enova International, Inc. reported an operating income of 171.90M and revenue of 745.54M, resulting in an operating margin of 23.1%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported an operating income of 1.01B and revenue of 6.02B, resulting in an operating margin of 16.8%.

ENVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enova International, Inc. reported a net income of 72.95M and revenue of 745.54M, resulting in a net margin of 9.8%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Waste Management, Inc. reported a net income of 637.00M and revenue of 6.02B, resulting in a net margin of 10.6%.